Senior Software/Data Engineer

Copenhagen, Denmark About The Job Do you want to work with data engineering, platform development, and data-based automated processes within Saxo's Financial Crime Prevention (FCP)? Saxo is an investment bank with high speed, global colleagues, and a strong focus on using technology and data to prevent financial crime. We are looking for a Senior Software/Data Engineer to join the FCP Modelling & Development team. FCP Modelling & Development is part of the 1st Line of Defence in Group Operations and is located in Saxo's headquarters in Hellerup. The team works with models and data-based automated processes used across FCP. The goal is to ensure that these data assets and processes are sound, fit for purpose, adequately documented, secure, and regularly reviewed. Responsibilities Build, operate, and continuously improve reusable AML data products, data-modelling components, and user-facing interfaces, with clear ownership, lineage, documentation, quality controls, and production reliability. Design robust ETL pipelines and integration interfaces for operational, analytical, model-development, and external-platform use cases, enabling secure and efficient data exchange across internal and external systems. Translate FCP and AML requirements into durable, adaptable production systems, contributing to solution architecture decisions on design patterns, system scalability, regulatory compliance, and flexibility across AML processes. Partner with FCP and AML subject-matter experts on transaction monitoring, customer segmentation, scenario development, client risk rating, surveillance support, and AML-related development initiatives that strengthen financial crime prevention capabilities. Define automated checks for completeness, consistency, validity, reconciliation, source-to-target integrity, architectural integrity, security, performance, and governance standards. Own observability, alerting, incident response, backfills, runbooks, performance tuning, production support, and operational resilience for critical data assets. Raise engineering standards through design and code reviews, mentoring, reusable patterns, clean and well-documented code, test-driven development, secure coding practices, CI/CD pipeline optimization, automated testing, and continuous improvement. Your profile 5+ years of experience in data engineering, software engineering, data-platform engineering, or a related production data role. Strong Python, SQL, and Spark skills, with experience building and maintaining production data pipelines and data models. Practical experience with modern data platforms such as Databricks, Kafka, Snowflake, Airflow, Azure, or similar technologies. Experience supporting ML workflows, including feature engineering, feature data preparation, dataset versioning, reproducible training and validation datasets, model-validation support, and production-ready model inputs. Deployment skills for production workloads, including…